There is a classic actuarial approach towards the pricing of insurance risk. In particular, the expected value premium principle, or […]
Climate change is an important underlying risk factor that might have an impact on the insurance industry, pension funds, the […]
PhD Project: Statistical analysis and visualisation of spatially distributed big time series electricity usage data Commencement Date: Anytime 2017, 3 year […]
Long-term risks such as climate change question the resilience of Australian agriculture. Difficult, expensive, and possibly irreversible changes to farming […]
Gaussian process considers all sample observations as a single draw from a multivariate normal distribution while each observation follows a […]
In the field of actuarial science modelling mortality rates has always been of the upmost importance. The actuarial profession established […]
Health is a time dependent process. While medical progress is ensuring an increase in the overall life expectancy, ageing populations […]
The celebrated Black-Scholes formula has been derived under the assumption of constant volatility in stocks. In spite of evidence that […]
Recent decades have witnessed extraordinary improvements in human lifespan. The fact that we are expected to live longer is welcome […]
Using modeling methods developed by Hyndman and Ullah, this research will look at the ability of the superannuation system to […]
